CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 21-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2012 |
21-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5885 |
1.5812 |
-0.0073 |
-0.5% |
1.5611 |
| High |
1.5885 |
1.5839 |
-0.0046 |
-0.3% |
1.5837 |
| Low |
1.5815 |
1.5812 |
-0.0003 |
0.0% |
1.5611 |
| Close |
1.5848 |
1.5839 |
-0.0009 |
-0.1% |
1.5811 |
| Range |
0.0070 |
0.0027 |
-0.0043 |
-61.4% |
0.0226 |
| ATR |
0.0077 |
0.0074 |
-0.0003 |
-3.8% |
0.0000 |
| Volume |
28 |
52 |
24 |
85.7% |
65 |
|
| Daily Pivots for day following 21-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5911 |
1.5902 |
1.5854 |
|
| R3 |
1.5884 |
1.5875 |
1.5846 |
|
| R2 |
1.5857 |
1.5857 |
1.5844 |
|
| R1 |
1.5848 |
1.5848 |
1.5841 |
1.5853 |
| PP |
1.5830 |
1.5830 |
1.5830 |
1.5832 |
| S1 |
1.5821 |
1.5821 |
1.5837 |
1.5826 |
| S2 |
1.5803 |
1.5803 |
1.5834 |
|
| S3 |
1.5776 |
1.5794 |
1.5832 |
|
| S4 |
1.5749 |
1.5767 |
1.5824 |
|
|
| Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6431 |
1.6347 |
1.5935 |
|
| R3 |
1.6205 |
1.6121 |
1.5873 |
|
| R2 |
1.5979 |
1.5979 |
1.5852 |
|
| R1 |
1.5895 |
1.5895 |
1.5832 |
1.5937 |
| PP |
1.5753 |
1.5753 |
1.5753 |
1.5774 |
| S1 |
1.5669 |
1.5669 |
1.5790 |
1.5711 |
| S2 |
1.5527 |
1.5527 |
1.5770 |
|
| S3 |
1.5301 |
1.5443 |
1.5749 |
|
| S4 |
1.5075 |
1.5217 |
1.5687 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5954 |
|
2.618 |
1.5910 |
|
1.618 |
1.5883 |
|
1.000 |
1.5866 |
|
0.618 |
1.5856 |
|
HIGH |
1.5839 |
|
0.618 |
1.5829 |
|
0.500 |
1.5826 |
|
0.382 |
1.5822 |
|
LOW |
1.5812 |
|
0.618 |
1.5795 |
|
1.000 |
1.5785 |
|
1.618 |
1.5768 |
|
2.618 |
1.5741 |
|
4.250 |
1.5697 |
|
|
| Fisher Pivots for day following 21-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5835 |
1.5849 |
| PP |
1.5830 |
1.5845 |
| S1 |
1.5826 |
1.5842 |
|